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isPartOf:"Discussion paper"
subject:"Statistische Methodenlehre"
~isPartOf:"CEMMAP working papers / Centre for Microdata Methods and Practice"
~isPartOf:"Journal of econometrics"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Statistische Methodenlehre
USA
Volatility
Estimation theory
1,600
Schätztheorie
1,600
Theorie
366
Theory
366
Nichtparametrisches Verfahren
312
Nonparametric statistics
312
Time series analysis
304
Zeitreihenanalyse
304
Regression analysis
264
Regressionsanalyse
264
Estimation
217
Schätzung
213
Panel
156
Panel study
156
Statistical test
148
Statistischer Test
148
Volatilität
116
Method of moments
98
Momentenmethode
97
Induktive Statistik
83
Statistical inference
83
Maximum likelihood estimation
78
Maximum-Likelihood-Schätzung
78
Autocorrelation
76
Autokorrelation
76
Forecasting model
73
Prognoseverfahren
73
Bootstrap approach
71
Bootstrap-Verfahren
71
Instrumental variables
68
Cointegration
63
Kointegration
62
Stochastic process
61
Stochastischer Prozess
61
Causality analysis
59
Kausalanalyse
59
Statistical distribution
59
Statistische Verteilung
59
IV-Schätzung
57
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81
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Article
173
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Article in journal
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173
Arbeitspapier
20
Graue Literatur
20
Non-commercial literature
20
Working Paper
20
Conference paper
1
Konferenzbeitrag
1
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English
173
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Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Kim, Donggyu
5
Li, Yingying
5
Francq, Christian
4
Mykland, Per A.
4
Zakoïan, Jean-Michel
4
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Gouriéroux, Christian
3
Jasiak, Joann
3
Meddahi, Nour
3
Park, Joon Y.
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Zhang, Lan
3
Zheng, Xinghua
3
Clinet, Simon
2
Fan, Jianqing
2
Gallant, A. Ronald
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
LaFrance, Jeffrey T.
2
Li, Guodong
2
Li, Wai Keung
2
Mayer, Walter James
2
Mroz, Thomas A.
2
Patton, Andrew J.
2
Pope, Rulon D.
2
Potiron, Yoann
2
Wang, Bin
2
White, Halbert
2
Xiu, Dacheng
2
Zhang, Congshan
2
Zhang, Zhiyuan
2
Zheng, Xu
2
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Discussion paper
CEMMAP working papers / Centre for Microdata Methods and Practice
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
152
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
67
Economics letters
65
Econometric reviews
55
The review of economics and statistics
49
Econometric theory
41
Journal of applied econometrics
29
American journal of agricultural economics
26
International journal of forecasting
24
Journal of empirical finance
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
International economic review
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Oxford bulletin of economics and statistics
19
The econometrics journal
19
Economic modelling
18
Journal of banking & finance
18
Journal of forecasting
18
The journal of futures markets
18
Applied economics
17
Journal of financial and quantitative analysis : JFQA
17
Quantitative finance
16
The journal of finance : the journal of the American Finance Association
16
The review of financial studies
16
Finance research letters
15
Econometrics : open access journal
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
International journal of theoretical and applied finance
14
Journal of macroeconomics
14
The review of economic studies
14
Journal of financial econometrics
13
Annales d'économie et de statistique
12
Journal of quantitative economics : official journal of the Indian Econometric Society
11
The North American journal of economics and finance : a journal of financial economics studies
11
Applied economics letters
10
Computational economics
10
Journal of money, credit and banking : JMCB
10
Journal of risk and financial management : JRFM
10
Journal of the American Statistical Association : JASA
10
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ECONIS (ZBW)
173
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173
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1
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
2
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
3
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
4
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
5
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
6
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
7
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 241-263
Persistent link: https://www.econbiz.de/10013441653
Saved in:
8
Hybrid quantile estimation for asymmetric power GARCH models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
Saved in:
9
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
10
Volatility of volatility : estimation and tests based on noisy high frequency data with jumps
Li, Yingying
;
Liu, Guangying
;
Zhang, Zhiyuan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 422-451
Persistent link: https://www.econbiz.de/10013441895
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